+24.4%
GH vs PFG
+109.8%
-85.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | -0.2% | +3.2% | -3.4% | -2.5% |
| 30D | -2.6% | +0.9% | -3.6% | -3.7% |
| 3M | +25.1% | +7.7% | +17.4% | +18.0% |
| 6M | +78.5% | +29.0% | +49.5% | +49.9% |
| YTD | +59.4% | +32.5% | +26.9% | +31.2% |
| 1Y | +173.9% | +47.3% | +126.5% | +108.4% |
| 3Y | +382.7% | +68.2% | +314.5% | +228.4% |
| 5Y | +24.4% | +108.5% | -84.1% | -20.5% |
| All | +24.4% | +109.8% | -85.4% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling